Distributed Dual Averaging In Networks
published: March 25, 2011, recorded: December 2010, views: 3225
Slides
Related content
Report a problem or upload files
If you have found a problem with this lecture or would like to send us extra material, articles, exercises, etc., please use our ticket system to describe your request and upload the data.Enter your e-mail into the 'Cc' field, and we will keep you updated with your request's status.
Description
The goal of decentralized optimization over a network is to optimize a global objective formed by a sum of local (possibly nonsmooth) convex functions using only local computation and communication. We develop and analyze distributed algorithms based on dual averaging of subgradients, and we provide sharp bounds on their convergence rates as a function of the network size and topology. Our analysis clearly separates the convergence of the optimization algorithm itself from the effects of communication constraints arising from the network structure. We show that the number of iterations required by our algorithm scales inversely in the spectral gap of the network. The sharpness of this prediction is confirmed both by theoretical lower bounds and simulations for various networks.
See Also:
Download slides: nips2010_duchi_dda_01.pdf (204.6 KB)
Download article: nips2010_0423.pdf (329.6 KB)
Link this page
Would you like to put a link to this lecture on your homepage?Go ahead! Copy the HTML snippet !
Write your own review or comment: